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随机森林能够用来获取数据的主要特征,进行分类、回归任务。
根据个体学习器的生成方式,目前的集成学习方法大致可分为两大类,即个体学习器之间存在强依赖关系,必须串行生成的序列化方法,以及个体学习器间不存在强依赖关系,可同时生成的并行化方法;前者的代表是Boosting,后者的代表是Bagging。
随机森林在以决策树为基学习器构建Bagging集成的基础上,进一步在决策树的训练过程中引入了随机属性选择(即引入随机特征选择)。
简单来说,随机森林就是对决策树的Bagging集成。
特点:
1、随机选择样本(放回抽样);
2、随机选择特征;
3、构建决策树;
4、随机森林投票(平均)。
举例:
比如预测salary
,就是构建多个决策树job,age,house
,然后根据要预测的量的各个特征(job = teacher,age = 39,house = suburb
)分别在对应决策树的目标值概率(
P
(
s
a
l
a
r
y
<
5000
∣
j
o
b
=
t
e
a
c
h
e
r
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P(salary<5000| job = teacher)
P(salary<5000∣job=teacher) ),从而确定预测量的发生概率(如最终预测出
P
(
s
a
l
a
r
y
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)
=
0.3
P(salary<5000)=0.3
P(salary<5000)=0.3 ).
随机森林参数说明:
最主要的两个参数是n_estimators和max_features。
1.n_estimators:表示森林里树的个数。
理论上是越大越好,但是计算时间也相应增长。所以,并不是取得越大就会越好,预测效果最好的将会出现在合理的树个数。
2.max_features:每个决策树的随机选择的特征数目。
每个决策树在随机选择的这max_features
特征里找到某个“最佳”特征,使得模型在该特征的某个值上分裂之后得到的收益最大化。max_features
越少,方差就会减少,但同时偏差就会增加。
如果是回归问题,则max_features=n_features
,如果是分类问题,则max_features=sqrt(n_features)
,其中,n_features
是输入特征数。
其他参数:
3.max_depth: 树的最深深度。
如果max_depth=None
,节点会拟合到增益为0,或者所有的叶节点含有小于min_samples_split个样本。如果同时min_sample_split=1
, 决策树会拟合得很深,甚至会过拟合。
4.bootstrap:自助法,默认为True。
如果bootstrap==True,将每次有放回地随机选取样本。
只有在extra-trees中,bootstrap=False
。
Extra trees,Extremely Randomized Trees,指极度随机树,和随机森林区别是:
1、随机森林应用的是Bagging模型,而ET是使用所有的训练样本得到每棵决策树,也就是每棵决策树应用的是相同的全部训练样本;
2、随机森林是在一个随机子集内得到最佳分叉属性,而ET是完全随机的得到分叉值,从而实现对决策树进行分叉的。
训练随机森林时,建议使用cross_validated(交叉验证),把数据n等份,每次取其中一份当验证集,其余数据训练随机森林,并用于预测测试集。最终得到n个结果,并平均得到最终结果。
2.1 随机森林回归器的使用Demo1
实现随机森林基本功能
#随机森林 from sklearn.tree import DecisionTreeRegressor from sklearn.ensemble import RandomForestRegressor import numpy as np from sklearn.datasets import load_iris iris=load_iris() #print iris#iris的4个属性是:萼片宽度 萼片长度 花瓣宽度 花瓣长度 标签是花的种类:setosa versicolour virginica print(iris['target'].shape) rf=RandomForestRegressor()#这里使用了默认的参数设置 rf.fit(iris.data[:150],iris.target[:150])#进行模型的训练 #随机挑选两个预测不相同的样本 instance=iris.data[[100,109]] print(instance) rf.predict(instance[[0]]) print('instance 0 prediction;',rf.predict(instance[[0]])) print( 'instance 1 prediction;',rf.predict(instance[[1]])) print(iris.target[100],iris.target[109])
运行结果
(150,)
[[ 6.3 3.3 6. 2.5]
[ 7.2 3.6 6.1 2.5]]
instance 0 prediction; [ 2.]
instance 1 prediction; [ 2.]
2 2
2.2 随机森林分类器、决策树、extra树分类器的比较Demo2
3种方法的比较
#random forest test from sklearn.model_selection import cross_val_score from sklearn.datasets import make_blobs from sklearn.ensemble import RandomForestClassifier from sklearn.ensemble import ExtraTreesClassifier from sklearn.tree import DecisionTreeClassifier X, y = make_blobs(n_samples=10000, n_features=10, centers=100,random_state=0) clf = DecisionTreeClassifier(max_depth=None, min_samples_split=2,random_state=0) scores = cross_val_score(clf, X, y) print(scores.mean()) clf = RandomForestClassifier(n_estimators=10, max_depth=None,min_samples_split=2, random_state=0) scores = cross_val_score(clf, X, y) print(scores.mean()) clf = ExtraTreesClassifier(n_estimators=10, max_depth=None,min_samples_split=2, random_state=0) scores = cross_val_score(clf, X, y) print(scores.mean())
运行结果:
0.979408793821 #DecisionTreeClassifier
0.999607843137 #RandomForestClassifier
0.999898989899 #ExtraTreesClassifier
2.3 随机森林回归器regressor-实现特征选择
#随机森林2 from sklearn.tree import DecisionTreeRegressor from sklearn.ensemble import RandomForestRegressor import numpy as np from sklearn.datasets import load_iris iris=load_iris() from sklearn.model_selection import cross_val_score, ShuffleSplit X = iris["data"] Y = iris["target"] names = iris["feature_names"] rf = RandomForestRegressor() scores = [] for i in range(X.shape[1]): score = cross_val_score(rf, X[:, i:i+1], Y, scoring="r2", cv=ShuffleSplit(len(X), 3, .3)) scores.append((round(np.mean(score), 3), names[i])) print(sorted(scores, reverse=True))
运行结果:
[(0.89300000000000002, 'petal width (cm)'), (0.82099999999999995, 'petal length
(cm)'), (0.13, 'sepal length (cm)'), (-0.79100000000000004, 'sepal width (cm)')]
2.4 demo4-随机森林
本来想利用以下代码来构建随机随机森林决策树,但是,遇到的问题是,程序一直在运行,无法响应,还需要调试。
#随机森林4 #coding:utf-8 import csv from random import seed from random import randrange from math import sqrt def loadCSV(filename):#加载数据,一行行的存入列表 dataSet = [] with open(filename, 'r') as file: csvReader = csv.reader(file) for line in csvReader: dataSet.append(line) return dataSet # 除了标签列,其他列都转换为float类型 def column_to_float(dataSet): featLen = len(dataSet[0]) - 1 for data in dataSet: for column in range(featLen): data[column] = float(data[column].strip()) # 将数据集随机分成N块,方便交叉验证,其中一块是测试集,其他四块是训练集 def spiltDataSet(dataSet, n_folds): fold_size = int(len(dataSet) / n_folds) dataSet_copy = list(dataSet) dataSet_spilt = [] for i in range(n_folds): fold = [] while len(fold) < fold_size: # 这里不能用if,if只是在第一次判断时起作用,while执行循环,直到条件不成立 index = randrange(len(dataSet_copy)) fold.append(dataSet_copy.pop(index)) # pop() 函数用于移除列表中的一个元素(默认最后一个元素),并且返回该元素的值。 dataSet_spilt.append(fold) return dataSet_spilt # 构造数据子集 def get_subsample(dataSet, ratio): subdataSet = [] lenSubdata = round(len(dataSet) * ratio)#返回浮点数 while len(subdataSet) < lenSubdata: index = randrange(len(dataSet) - 1) subdataSet.append(dataSet[index]) # print len(subdataSet) return subdataSet # 分割数据集 def data_spilt(dataSet, index, value): left = [] right = [] for row in dataSet: if row[index] < value: left.append(row) else: right.append(row) return left, right # 计算分割代价 def spilt_loss(left, right, class_values): loss = 0.0 for class_value in class_values: left_size = len(left) if left_size != 0: # 防止除数为零 prop = [row[-1] for row in left].count(class_value) / float(left_size) loss += (prop * (1.0 - prop)) right_size = len(right) if right_size != 0: prop = [row[-1] for row in right].count(class_value) / float(right_size) loss += (prop * (1.0 - prop)) return loss # 选取任意的n个特征,在这n个特征中,选取分割时的最优特征 def get_best_spilt(dataSet, n_features): features = [] class_values = list(set(row[-1] for row in dataSet)) b_index, b_value, b_loss, b_left, b_right = 999, 999, 999, None, None while len(features) < n_features: index = randrange(len(dataSet[0]) - 1) if index not in features: features.append(index) # print 'features:',features for index in features:#找到列的最适合做节点的索引,(损失最小) for row in dataSet: left, right = data_spilt(dataSet, index, row[index])#以它为节点的,左右分支 loss = spilt_loss(left, right, class_values) if loss < b_loss:#寻找最小分割代价 b_index, b_value, b_loss, b_left, b_right = index, row[index], loss, left, right # print b_loss # print type(b_index) return {'index': b_index, 'value': b_value, 'left': b_left, 'right': b_right} # 决定输出标签 def decide_label(data): output = [row[-1] for row in data] return max(set(output), key=output.count) # 子分割,不断地构建叶节点的过程对对对 def sub_spilt(root, n_features, max_depth, min_size, depth): left = root['left'] # print left right = root['right'] del (root['left']) del (root['right']) # print depth if not left or not right: root['left'] = root['right'] = decide_label(left + right) # print 'testing' return if depth > max_depth: root['left'] = decide_label(left) root['right'] = decide_label(right) return if len(left) < min_size: root['left'] = decide_label(left) else: root['left'] = get_best_spilt(left, n_features) # print 'testing_left' sub_spilt(root['left'], n_features, max_depth, min_size, depth + 1) if len(right) < min_size: root['right'] = decide_label(right) else: root['right'] = get_best_spilt(right, n_features) # print 'testing_right' sub_spilt(root['right'], n_features, max_depth, min_size, depth + 1) # 构造决策树 def build_tree(dataSet, n_features, max_depth, min_size): root = get_best_spilt(dataSet, n_features) sub_spilt(root, n_features, max_depth, min_size, 1) return root # 预测测试集结果 def predict(tree, row): predictions = [] if row[tree['index']] < tree['value']: if isinstance(tree['left'], dict): return predict(tree['left'], row) else: return tree['left'] else: if isinstance(tree['right'], dict): return predict(tree['right'], row) else: return tree['right'] # predictions=set(predictions) def bagging_predict(trees, row): predictions = [predict(tree, row) for tree in trees] return max(set(predictions), key=predictions.count) # 创建随机森林 def random_forest(train, test, ratio, n_feature, max_depth, min_size, n_trees): trees = [] for i in range(n_trees): train = get_subsample(train, ratio)#从切割的数据集中选取子集 tree = build_tree(train, n_features, max_depth, min_size) # print 'tree %d: '%i,tree trees.append(tree) # predict_values = [predict(trees,row) for row in test] predict_values = [bagging_predict(trees, row) for row in test] return predict_values # 计算准确率 def accuracy(predict_values, actual): correct = 0 for i in range(len(actual)): if actual[i] == predict_values[i]: correct += 1 return correct / float(len(actual)) if __name__ == '__main__': seed(1) dataSet = loadCSV(r'G:\训练小样本2.csv') column_to_float(dataSet) n_folds = 5 max_depth = 15 min_size = 1 ratio = 1.0 # n_features=sqrt(len(dataSet)-1) n_features = 15 n_trees = 10 folds = spiltDataSet(dataSet, n_folds)#先是切割数据集 scores = [] for fold in folds: # 此处不能简单地用train_set=folds,这样用属于引用,那么当train_set的值改变的时候,folds的值也会改变,所以要用复制的形式。 #(L[:])能够复制序列,D.copy() 能够复制字典,list能够生成拷贝 list(L) train_set = folds[:] train_set.remove(fold)#选好训练集 train_set = sum(train_set, []) # 将多个fold列表组合成一个train_set列表 test_set = [] for row in fold: row_copy = list(row) row_copy[-1] = None test_set.append(row_copy) # for row in test_set: # print row[-1] actual = [row[-1] for row in fold] predict_values = random_forest(train_set, test_set, ratio, n_features, max_depth, min_size, n_trees) accur = accuracy(predict_values, actual) scores.append(accur) print ('Trees is %d' % n_trees) print ('scores:%s' % scores) print ('mean score:%s' % (sum(scores) / float(len(scores))))
2.5 随机森林分类sonic data
# CART on the Bank Note dataset from random import seed from random import randrange from csv import reader # Load a CSV file def load_csv(filename): file = open(filename, "r") lines = reader(file) dataset = list(lines) return dataset # Convert string column to float def str_column_to_float(dataset, column): for row in dataset: row[column] = float(row[column].strip()) # Split a dataset into k folds def cross_validation_split(dataset, n_folds): dataset_split = list() dataset_copy = list(dataset) fold_size = int(len(dataset) / n_folds) for i in range(n_folds): fold = list() while len(fold) < fold_size: index = randrange(len(dataset_copy)) fold.append(dataset_copy.pop(index)) dataset_split.append(fold) return dataset_split # Calculate accuracy percentage def accuracy_metric(actual, predicted): correct = 0 for i in range(len(actual)): if actual[i] == predicted[i]: correct += 1 return correct / float(len(actual)) * 100.0 # Evaluate an algorithm using a cross validation split def evaluate_algorithm(dataset, algorithm, n_folds, *args): folds = cross_validation_split(dataset, n_folds) scores = list() for fold in folds: train_set = list(folds) train_set.remove(fold) train_set = sum(train_set, []) test_set = list() for row in fold: row_copy = list(row) test_set.append(row_copy) row_copy[-1] = None predicted = algorithm(train_set, test_set, *args) actual = [row[-1] for row in fold] accuracy = accuracy_metric(actual, predicted) scores.append(accuracy) return scores # Split a data set based on an attribute and an attribute value def test_split(index, value, dataset): left, right = list(), list() for row in dataset: if row[index] < value: left.append(row) else: right.append(row) return left, right # Calculate the Gini index for a split dataset def gini_index(groups, class_values): gini = 0.0 for class_value in class_values: for group in groups: size = len(group) if size == 0: continue proportion = [row[-1] for row in group].count(class_value) / float(size) gini += (proportion * (1.0 - proportion)) return gini # Select the best split point for a dataset def get_split(dataset): class_values = list(set(row[-1] for row in dataset)) b_index, b_value, b_score, b_groups = 999, 999, 999, None for index in range(len(dataset[0])-1): for row in dataset: groups = test_split(index, row[index], dataset) gini = gini_index(groups, class_values) if gini < b_score: b_index, b_value, b_score, b_groups = index, row[index], gini, groups print ({'index':b_index, 'value':b_value}) return {'index':b_index, 'value':b_value, 'groups':b_groups} # Create a terminal node value def to_terminal(group): outcomes = [row[-1] for row in group] return max(set(outcomes), key=outcomes.count) # Create child splits for a node or make terminal def split(node, max_depth, min_size, depth): left, right = node['groups'] del(node['groups']) # check for a no split if not left or not right: node['left'] = node['right'] = to_terminal(left + right) return # check for max depth if depth >= max_depth: node['left'], node['right'] = to_terminal(left), to_terminal(right) return # process left child if len(left) <= min_size: node['left'] = to_terminal(left) else: node['left'] = get_split(left) split(node['left'], max_depth, min_size, depth+1) # process right child if len(right) <= min_size: node['right'] = to_terminal(right) else: node['right'] = get_split(right) split(node['right'], max_depth, min_size, depth+1) # Build a decision tree def build_tree(train, max_depth, min_size): root = get_split(train) split(root, max_depth, min_size, 1) return root # Make a prediction with a decision tree def predict(node, row): if row[node['index']] < node['value']: if isinstance(node['left'], dict): return predict(node['left'], row) else: return node['left'] else: if isinstance(node['right'], dict): return predict(node['right'], row) else: return node['right'] # Classification and Regression Tree Algorithm def decision_tree(train, test, max_depth, min_size): tree = build_tree(train, max_depth, min_size) predictions = list() for row in test: prediction = predict(tree, row) predictions.append(prediction) return(predictions) # Test CART on Bank Note dataset seed(1) # load and prepare data filename = r'G:\0pythonstudy\决策树\sonar.all-data.csv' dataset = load_csv(filename) # convert string attributes to integers for i in range(len(dataset[0])-1): str_column_to_float(dataset, i) # evaluate algorithm n_folds = 5 max_depth = 5 min_size = 10 scores = evaluate_algorithm(dataset, decision_tree, n_folds, max_depth, min_size) print('Scores: %s' % scores) print('Mean Accuracy: %.3f%%' % (sum(scores)/float(len(scores))))
运行结果:
{'index': 38, 'value': 0.0894} {'index': 36, 'value': 0.8459} {'index': 50, 'value': 0.0024} {'index': 15, 'value': 0.0906} {'index': 16, 'value': 0.9819} {'index': 10, 'value': 0.0785} {'index': 16, 'value': 0.0886} {'index': 38, 'value': 0.0621} {'index': 5, 'value': 0.0226} {'index': 8, 'value': 0.0368} {'index': 11, 'value': 0.0754} {'index': 0, 'value': 0.0239} {'index': 8, 'value': 0.0368} {'index': 29, 'value': 0.1671} {'index': 46, 'value': 0.0237} {'index': 38, 'value': 0.0621} {'index': 14, 'value': 0.0668} {'index': 4, 'value': 0.0167} {'index': 37, 'value': 0.0836} {'index': 12, 'value': 0.0616} {'index': 7, 'value': 0.0333} {'index': 33, 'value': 0.8741} {'index': 16, 'value': 0.0886} {'index': 8, 'value': 0.0368} {'index': 33, 'value': 0.0798} {'index': 44, 'value': 0.0298} Scores: [48.78048780487805, 70.73170731707317, 58.536585365853654, 51.2195121951 2195, 39.02439024390244] Mean Accuracy: 53.659%
知识点:
1.load CSV file
from csv import reader
# Load a CSV file
def load_csv(filename):
file = open(filename, "r")
lines = reader(file)
dataset = list(lines)
return dataset
filename = r'G:\0pythonstudy\决策树\sonar.all-data.csv'
dataset=load_csv(filename)
print(dataset)
2.把数据转化成float格式
# Convert string column to float
def str_column_to_float(dataset, column):
for row in dataset:
row[column] = float(row[column].strip())
# print(row[column])
# convert string attributes to integers
for i in range(len(dataset[0])-1):
str_column_to_float(dataset, i)
3.把最后一列的分类字符串转化成0、1整数
def str_column_to_int(dataset, column):
class_values = [row[column] for row in dataset]#生成一个class label的list
# print(class_values)
unique = set(class_values)#set 获得list的不同元素
print(unique)
lookup = dict()#定义一个字典
# print(enumerate(unique))
for i, value in enumerate(unique):
lookup[value] = i
# print(lookup)
for row in dataset:
row[column] = lookup[row[column]]
print(lookup['M'])
4、把数据集分割成K份
# Split a dataset into k folds def cross_validation_split(dataset, n_folds): dataset_split = list()#生成空列表 dataset_copy = list(dataset) print(len(dataset_copy)) print(len(dataset)) #print(dataset_copy) fold_size = int(len(dataset) / n_folds) for i in range(n_folds): fold = list() while len(fold) < fold_size: index = randrange(len(dataset_copy)) # print(index) fold.append(dataset_copy.pop(index))#使用.pop()把里边的元素都删除(相当于转移),这k份元素各不相同。 dataset_split.append(fold) return dataset_split n_folds=5 folds = cross_validation_split(dataset, n_folds)#k份元素各不相同的训练集
5.计算正确率
# Calculate accuracy percentage
def accuracy_metric(actual, predicted):
correct = 0
for i in range(len(actual)):
if actual[i] == predicted[i]:
correct += 1
return correct / float(len(actual)) * 100.0#这个是二值分类正确性的表达式
6.二分类每列
# Split a data set based on an attribute and an attribute value
def test_split(index, value, dataset):
left, right = list(), list()#初始化两个空列表
for row in dataset:
if row[index] < value:
left.append(row)
else:
right.append(row)
return left, right #返回两个列表,每个列表以value为界限对指定行(index)进行二分类。
7.使用gini系数来获得最佳分割点
# Calculate the Gini index for a split dataset def gini_index(groups, class_values): gini = 0.0 for class_value in class_values: for group in groups: size = len(group) if size == 0: continue proportion = [row[-1] for row in group].count(class_value) / float(size) gini += (proportion * (1.0 - proportion)) return gini # Select the best split point for a dataset def get_split(dataset): class_values = list(set(row[-1] for row in dataset)) b_index, b_value, b_score, b_groups = 999, 999, 999, None for index in range(len(dataset[0])-1): for row in dataset: groups = test_split(index, row[index], dataset) gini = gini_index(groups, class_values) if gini < b_score: b_index, b_value, b_score, b_groups = index, row[index], gini, groups # print(groups) print ({'index':b_index, 'value':b_value,'score':gini}) return {'index':b_index, 'value':b_value, 'groups':b_groups}
这段代码,在求gini指数,直接应用定义式,不难理解。获得最佳分割点可能比较难看懂,这里用了两层迭代,一层是对不同列的迭代,一层是对不同行的迭代。并且,每次迭代,都对gini系数进行更新。
8、决策树生成
# Create child splits for a node or make terminal def split(node, max_depth, min_size, depth): left, right = node['groups'] del(node['groups']) # check for a no split if not left or not right: node['left'] = node['right'] = to_terminal(left + right) return # check for max depth if depth >= max_depth: node['left'], node['right'] = to_terminal(left), to_terminal(right) return # process left child if len(left) <= min_size: node['left'] = to_terminal(left) else: node['left'] = get_split(left) split(node['left'], max_depth, min_size, depth+1) # process right child if len(right) <= min_size: node['right'] = to_terminal(right) else: node['right'] = get_split(right) split(node['right'], max_depth, min_size, depth+1)
这里使用了递归编程,不断生成左叉树和右叉树。
9.构建决策树
# Build a decision tree
def build_tree(train, max_depth, min_size):
root = get_split(train)
split(root, max_depth, min_size, 1)
return root
tree=build_tree(train_set, max_depth, min_size)
print(tree)
10、预测test集
# Build a decision tree def build_tree(train, max_depth, min_size): root = get_split(train)#获得最好的分割点,下标值,groups split(root, max_depth, min_size, 1) return root # tree=build_tree(train_set, max_depth, min_size) # print(tree) # Make a prediction with a decision tree def predict(node, row): print(row[node['index']]) print(node['value']) if row[node['index']] < node['value']:#用测试集来代入训练的最好分割点,分割点有偏差时,通过搜索左右叉树来进一步比较。 if isinstance(node['left'], dict):#如果是字典类型,执行操作 return predict(node['left'], row) else: return node['left'] else: if isinstance(node['right'], dict): return predict(node['right'], row) else: return node['right'] tree = build_tree(train_set, max_depth, min_size) predictions = list() for row in test_set: prediction = predict(tree, row) predictions.append(prediction)
11.评价决策树
# Evaluate an algorithm using a cross validation split def evaluate_algorithm(dataset, algorithm, n_folds, *args): folds = cross_validation_split(dataset, n_folds) scores = list() for fold in folds: train_set = list(folds) train_set.remove(fold) train_set = sum(train_set, []) test_set = list() for row in fold: row_copy = list(row) test_set.append(row_copy) row_copy[-1] = None predicted = algorithm(train_set, test_set, *args) actual = [row[-1] for row in fold] accuracy = accuracy_metric(actual, predicted) scores.append(accuracy) return scores
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